Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665643.3626 | 461052.8138 | 204590.5488 | 1101091.4071 | -115283.7661 | 1216375.1732 |
Total P&L (%) | 665.6434 | 461.0528 | 204.5905 | 1101.0914 | -115.2838 | 1216.3752 |
Avg Daily Profit (%) | 0.3464 | 0.24 | 0.1065 | 0.1295 | 0 | 0.1342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167003 | -157058 | -65073 | -2239469 | -2221345 | -955376 |
Profit Factor | 2.0874 | 2.3914 | 1.7287 | 1.1922 | 0.9667 | 1.5369 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 98 | 45 | 53 | 98 | 45 | 53 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 56 | 51.7241 | 60.2273 | 56 | 51.7241 | 60.2273 |
Ratio Avg Win / Avg Loss | 1.6401 | 2.2319 | 1.1416 | 0.9367 | 0.9023 | 1.0149 |
Largest Winning Trade | 425090 | 425090 | 58760 | 954409 | 954409 | 538361 |
Largest Losing Trade | -49836 | -33899 | -49836 | -859250 | -859250 | -835001 |
Avg Bars in Trades | 30 | 41 | 20 | 30 | 41 | 20 |
Avg Bars in Winners | 31 | 43 | 21 | 31 | 43 | 21 |
Avg Bars in Losers | 30 | 39 | 18 | 30 | 39 | 18 |
Bars Traded | 5415 | 3623 | 1792 | 5415 | 3623 | 1792 |
Profit Streak | 63.2952 | 96.9619 | 63.2952 | 63.2952 | 96.9619 | 63.2952 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 573347 | 496002 | -46818 | -27897 | -579518 | -10027 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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